Petroleo Brasileiro SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.91% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2493 | 23.46 | |
| 0.0571 | 16.79 | |
| 0.8823 | 313.75 | |
| 0.0752 | 9.90 |
Estimation Period:
Dec 11, 1996 to Feb 13, 2026
Dec 11, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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